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With that I agree, not many of those who make it are listed publicly (probably due to the absence of the need to advertise their services :) ). Quite many relatively small CTA's show not bad verified results though.

Yea, for position trading stops are probably not as critical, cause even strong intra-day move does not constitute serious amount of the risk taken on position, so it's probably better rely on market action to exit either for profit or a loss.

I would not measure trading small private account by the same standards as hedge-funds/large CTA's. In my experience, 24% ROI per year with relatively low draw-down is not only possible, but pretty realistic to achieve if you swing trade. Likely much more than that if you day-trade.

First of all I wish you good luck in this journey! Second, I'd like to somewhat agree about stops in the following sense: IMO stops should be placed where trade statistically shows low enough probability of finally working so that it's not worth to hold anymore. In such case, stops are...

That's normal. You likely incurred serious stress during your long way to profitability. When you got positive result it feels like "too good to be true" and there's fear it may be just coincidence. Don't put the pressure on yourself. Instead try to think logically. You had a good streak on...

Ask yourself why you do that (risk more than you think is reasonable).

My pleasure to talk with you too, Surf. Aside from any schism in regard to trading approaches I'd like to meet live some day, hopefully visit U.S. sooner or later. :) You obviously must have your reasons to consider what you do, I don't put the pressure in any way, just share my life...

Oh no... don't tell me your first one is Italian sport cars! :D

Doubt it. Because: 1. I never said I rarely lose. Quite often really. Most trading days being profitable is different from that. 2. Compounding to mega-millions is not realistic with intra-day trading. That's a myth among newbies who've never hit the decent size themselves. 3. For most...

Yea, I am sure Surf is far smarter than he's trying to show. :) Posted Euro trades on Myfxbook in Autumn for some time. Then stopped, cause changed the broker and even the market traded (found NQ moves far better :) ). Here's part of that track record from late Sept./Oct., which is still...

I just have nothing to prove, all is already proven. :) Good luck with your trade!

Of course I won't, how do you think, why? :D

According to CLT 30+ is a valid sample size to see if event is likely random or not. Do you want to argue with theory of probability now? :D

They weren't cherry picked. It was 50+ (56 if I remember right) in the row, tracked by independent 3rd party. Impossible to cherry pick, impossible to fake the profit factor around 2.0, gross profit exceeding gross draw-down by a few times and majority of profitable days. Why do you keep...

You've seen my track record of valid sample size (I started it specially upon your critical request, remember :p ). What was there, was there. No deductions, no additions. The only question is: why you keep denying this fact of life? If you don't know traders who have more profitable days...

Why do you keep denying reality, Surf? I indeed showed you 50+ trades live track record, all real-time, all 3rd party verified. Out of those 50+ trades done over the course of a couple of months most days were profitable and it's not just a lucky coincidence. Did countless amount of live...

No claims, just reality, Surf. Supported with life proofs. If you don't see it, that's your problem, good luck with price drivers then. :)

Wonder why you oppose your approach with "staring at charts with tight stops". The latter does not make broker richer than any other approach of the same time horizon, but certainly makes many traders richer. And not over the course of a couple lucky trades, but dozens of trades every month with...

Not at all. I would say it can be defined and tested to the degree of consistent profitability, subjective element just adds an extra edge and probably can't be defined (yet) due to complexity of data inputs.

TA includes both objective and subjective elements. Large % of successful setup must be objective, otherwise it's blind gambling and not trading. But some element of subjective exists too of course. Subjective in my opinion is just more inputs than we can currently define. So still objective...